Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-08 0.320453 0.349794 0.381743 0.419314 0.462550 0.511061 0.570060
2025-06-15 0.284355 0.322320 0.366070 0.420842 0.488481 0.570518 0.679547
2025-06-22 0.257146 0.299532 0.350457 0.417315 0.504610 0.617497 0.779504
2025-06-29 0.236835 0.281892 0.337869 0.414294 0.518913 0.662051 0.882503
2025-07-06 0.216999 0.262513 0.320513 0.402146 0.518181 0.684450 0.956418
2025-07-13 0.207494 0.255250 0.317740 0.408571 0.543057 0.745959 1.101822
2025-07-20 0.199040 0.248470 0.314680 0.413752 0.566061 0.807365 1.260756
2025-07-27 0.189342 0.239169 0.307187 0.411426 0.576815 0.850114 1.396275
2025-08-03 0.182060 0.232604 0.302883 0.413152 0.593738 0.905357 1.570419
2025-08-10 0.171358 0.220555 0.289789 0.400120 0.584686 0.912756 1.646250
2025-08-17 0.161055 0.208519 0.275958 0.384788 0.570020 0.907457 1.692263
2025-08-24 0.155590 0.203126 0.271595 0.384086 0.580411 0.951227 1.866828
2025-08-31 0.153312 0.202379 0.274357 0.395523 0.614426 1.049561 2.222999
2025-09-07 0.149129 0.198574 0.272159 0.398462 0.633156 1.120025 2.538389
2025-09-14 0.144014 0.193101 0.267003 0.395875 0.640962 1.168026 2.811331
2025-09-21 0.139309 0.188013 0.262144 0.393369 0.648561 1.217088 3.116779
2025-09-28 0.133114 0.180378 0.252806 0.382224 0.637477 1.219182 3.254301
2025-10-05 0.130872 0.178725 0.253024 0.388242 0.662468 1.316627 3.836797
2025-10-12 0.128527 0.176789 0.252639 0.393075 0.685536 1.415018 4.519362
2025-10-19 0.125006 0.172844 0.248698 0.390927 0.693027 1.472566 5.065006
2025-10-26 0.122384 0.170214 0.246819 0.392533 0.709154 1.559417 5.883340
2025-11-02 0.117481 0.163756 0.238151 0.380437 0.692315 1.542954 6.044830
2025-11-09 0.112442 0.156936 0.228628 0.366186 0.669263 1.503592 6.027481